Accurate forecasting of the U.K. gross value added (GVA) is fundamental ...
Climate changepoint (homogenization) methods abound today, with a myriad...
Most time series observed in practice exhibit time-varying trend
(first-...
A novel method is proposed for detecting changes in the covariance struc...
Changepoint models enjoy a wide appeal in a variety of disciplines to mo...
This paper presents a statistical analysis of structural changes in the
...
This article studies estimation of a stationary autocovariance structure...
This paper describes and compares several prominent single and multiple
...
The classical regular and partial autocorrelation functions are powerful...
High-dimensional changepoint analysis is a growing area of research and ...